Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47833.62 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46438.67 Kr¶

PnL: ---------------------------------------> -449.9 Kr¶

DD now: ---------------------------------> -1.637 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:19:57.552759'

Anic Portfolio¶

Today¶

Return: -0.166 %¶

This Week¶

Return: -0.166 %¶

Total¶

Return: 56.595 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.980000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 2.160000 2814.000000 178.000000 6.750000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 0.970000 599.040000 42.040000 7.550000 557.000004
Corem Property Group B 59 0.290000 615.370000 38.370000 6.650000 576.999999
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.680000 390.800000 35.800000 10.080000 355.000000
HMS Networks 2 3.150000 706.400000 33.400000 4.960000 673.000000
Boozt 12 -0.070000 1684.800000 30.800000 1.860000 1653.999996
Resurs Holding 22 -0.440000 598.400000 24.400000 4.250000 573.999998
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Norva24 Group 16 0.290000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Intrum 4 1.600000 544.600000 17.600000 3.340000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -1.420000 3391.200000 14.200000 0.420000 3377.000000
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 1.770000 573.960000 3.960000 0.690000 570.000000
Swedbank A 3 -0.110000 566.700000 2.700000 0.480000 564.000000
CTEK 13 0.690000 533.650000 -0.350000 -0.070000 533.999999
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.390000 244.320000 -1.680000 -0.680000 246.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Nordea Bank Abp 29 -0.100000 3445.200000 -8.800000 -0.250000 3453.999992
Essity B 2 -2.390000 563.600000 -10.400000 -1.810000 574.000000
Midsona B 63 2.020000 571.410000 -11.590000 -1.990000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 3.470000 567.000000 -27.570000 -4.640000 594.565215
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -1.060000 1433.700000 -230.300000 -13.840000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.180000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46435.650000 -452.920000 -1.64362% 46888.564618

Updated:¶

'2023-01-23 15:19:18.038037'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶